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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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24497397 · Jun 202019922001200920172026
48 results for Lipschitz phases

In this note we prove that reconstruction from magnitudes of frame coefficients (the so called "phase retrieval problem") can be performed using Lipschitz continuous maps. Specifically we show that when the nonlinear analysis map α:HRmα:{\mathcal H}\rightarrow\mathbb{R}^m is injective, with (α(x))k=<x,fk>2(α(x))_k=|<x,f_k>|^2, where $…

2014-03-10abs ↗pdf ↗

Develops new strategy for Hessian estimates in Lagrangian mean curvature equation.

problem Interior Hessian estimates for solutions with prescribed Lipschitz phases.
method Allard-type regularity theorem, geometric measure theory, geometry of Lagrangian graphs, De Giorgi-Nash-Moser iteration.
result Sharp interior Hessian estimates for solutions with critical and supercritical phases.

The problem of optimizing unknown costly-to-evaluate functions has been studied for a long time in the context of Bayesian Optimization. Algorithms in this field aim to find the optimizer of the function by asking only a few function evaluations at locations carefully selected based on a posterior model. In this paper,…

2012-03-30abs ↗pdf ↗

Global stability bounds for matrix frames in phase retrieval problems.

problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.

A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…

2018-10-29abs ↗pdf ↗

The mean curvature flow is the gradient flow of volume functionals on the space of submanifolds. We prove a fundamental regularity result of the mean curvature flow in this paper: a Lipschitz submanifold with small local Lipschitz norm becomes smooth instantly along the mean curvature flow. This generalizes the regular…

2002-09-14abs ↗pdf ↗

In this work we compute lower Lipschitz bounds of p\ell_p pooling operators for p=1,2,p=1, 2, \infty as well as p\ell_p pooling operators preceded by half-rectification layers. These give sufficient conditions for the design of invertible neural network layers. Numerical experiments on MNIST and image patches confirm tha…

2013-11-16abs ↗pdf ↗

The covariance of a stationary process XX is diagonalized by a Fourier transform. It does not take into account the complex Fourier phase and defines Gaussian maximum entropy models. We introduce a general family of phase harmonic covariance moments, which rely on complex phases to capture non-Gaussian properties. The…

2019-11-22abs ↗pdf ↗

Markov chain decoders improve generative models' ability to produce heavy-tailed data.

problem Generative models struggle with heavy-tailed distributions.
method Replaced Gaussian decoder with Markov chain-based Phase-Type distributions.
result Significantly reduced tail Kolmogorov-Smirnov distance and extreme quantile error.

We prove longtime existence and estimates for solutions to a fully nonlinear Lagrangian parabolic equation with locally C1,1C^{1,1} initial data u0u_0 satisfying either (1) (1+η)InD2u0(1+η)In-(1+η) I_n\leq D^2u_0 \leq (1+η)I_n for some positive dimensional constant ηη, (2) u0u_0 is weakly convex everywhere or (3) u0u_0 satisfies a larg…

2011-05-30abs ↗pdf ↗

Paper analyzes latent space geometry in generative models using Fisher information.

problem Understanding the structure of latent spaces in generative models.
method Reconstructs Fisher information metric from generated samples and posterior distribution.
result Reveals fractal structure and abrupt changes in Fisher metric at phase boundaries.

New algorithm helps escape saddle points in optimization problems.

problem Optimizing smooth non-convex functions to avoid saddle points.
method Perturbed Saddle-escape Descent (PSD) algorithm with explicit constants.
result PSD finds approximate second-order stationary points efficiently.

We tackle tensor denoising with unknown permutations, achieving optimal recovery with polynomial estimators.

problem Structured tensor denoising with unknown permutations in recommendation systems, neuroimaging, etc.
method Developed a constrained least-squares estimator in a block-wise polynomial family.
result Achieved the minimax error bound with polynomial estimators of degree up to (m2)(m+1)/2(m-2)(m+1)/2.

Study phase retrieval under misspecified models using generative priors.

problem Estimating signals from phase measurements with model misspecification.
method Two-step approach: spectral initialization followed by iterative refinement.
result Statistical rate of order (klogL)(logm)/m\sqrt{(k\log L)\cdot (\log m)/m} under suitable conditions.

Near-optimal sample complexity for phase retrieval with generative priors.

problem Phase retrieval with magnitude-only measurements and sparse signals.
method Near-optimal sample complexity with i.i.d. Gaussian measurements and generative models.
result O(k log L) samples suffice for phase retrieval with generative priors.

The paper develops a new method for estimating non-parametric regression functions with spatio-temporal dependencies.

problem Estimating non-parametric regression functions with spatio-temporal dependencies.
method Locally Adaptive Regression Splines (LARS) with ADMM algorithm.
result The method shows superior performance compared to existing techniques.

Consistent partial identification of causal effects proved for neural models.

problem Consistency of neural causal partial identification methods.
method Proving consistency for neural models with continuous and categorical variables, considering architecture design and Lipschitz regularization.
result Proven consistency of partial identification via neural causal models in a general setting.

New method generates private synthetic data with optimal utility for smooth queries.

problem Achieving strong utility guarantees for meaningful downstream analysis of sensitive datasets.
method Proposes a polynomial-time algorithm for generating (ε,δ)(\varepsilon,δ)-differentially private synthetic data with minimax optimal error rates for smooth queries.
result Achieves a minimax error rate of Ok,d(nmin{1,kd})O_{k,d}(n^{-\min \{1, \frac{k}{d}\}}) for kk-smooth queries, up to a log(n)\log(n) factor.

Enhances neural networks' robustness against adversarial samples without sacrificing clean sample generalization.

problem Limited generalization and time complexity of adversarial training.
method Feature Pyramid Decoder (FPD) framework that integrates denoising and image restoration modules into CNNs and constrains the Lipschitz constant.
result FPD-enhanced CNNs achieve sufficient robustness against general adversarial samples on various datasets.

This work analyzes autoencoders to understand feature learning, revealing different phases of learning.

problem Understanding the feature extraction mechanism in weight-tied autoencoders.
method Mean field analysis of two-layer weight-tied autoencoders trained with stochastic gradient descent.
result The training dynamics of autoencoders exhibit different phases corresponding to learning different principal subspaces of the data.

Constructs a map with prescribed local Lipschitz constants on a subset of a manifold.

problem Creating a Lipschitz map with specific local Lipschitz constants on a subset of a manifold.
method Constructs a Lipschitz map that matches a given map on a subset and has a local Lipschitz constant defined by a continuous function.
result A Lipschitz map can be constructed with a local Lipschitz constant prescribed by a continuous function.

Maps between certain Lipschitz manifolds are isometries if they preserve volume.

problem Volume preservation and isometry conditions for Lipschitz manifolds.
method Volume-preserving 1-Lipschitz maps from integral currents onto infinitesimally Euclidean Lipschitz manifolds.
result Volume-preserving maps are isometries under given conditions.

This paper recovers smooth functions from noisy modulo samples using a three-stage strategy.

problem Recovering Hölder smooth functions from noisy modulo samples.
method Three-stage strategy: denoising with local polynomial estimators, unwrapping, and spline-based quasi-interpolant.
result Uniform error rates for Hölder class functions with high probability.

Study shows infinite distinct outer metric Lipschitz classes for knots in S3S^3.

problem Lipschitz classification of surface singularities in R4R^4.
method Outer metric Lipschitz equivalence and topological equivalence of knots.
result Infinitely many distinct outer metric Lipschitz classes for knots in S3S^3.

The study examines the limitations of bi-Lipschitz Normalizing Flows in approximating certain distributions.

problem The expressivity of bi-Lipschitz Normalizing Flows in approximating specific target distributions.
method Characterization of expressivity through lower bounds on Total Variation distance and discussion of potential remedies.
result Several target distributions are difficult to approximate using bi-Lipschitz Normalizing Flows, and lower bounds on their approximation are provided.

We examine the impact of learning Lipschitz continuous models in the context of model-based reinforcement learning. We provide a novel bound on multi-step prediction error of Lipschitz models where we quantify the error using the Wasserstein metric. We go on to prove an error bound for the value-function estimate arisi…

2018-04-19abs ↗pdf ↗

New MIP formulations for neural network Lipschitz constant estimation.

problem Ensuring robustness of neural networks by calculating their Lipschitz constant.
method Reformulating the neural network Lipschitz estimation problem as a Quadratically Constrained MIP (MIQCQP) problem.
result Solutions of the MIQCQP formulations provide bounds on the Lipschitz constant, with conditions for exactness.

New method for differentially private optimization with general Lipschitz conditions.

problem Differentially private optimization under general Lipschitz conditions.
method Generalized Lipschitz condition for per-sample gradients, tuning clip norm based on minimum per-sample Lipschitz constant.
result Efficacy of the recommended clip norm tuning method verified on 8 datasets.

New scalable Lipschitz bounds improve neural network robustness analysis.

problem Computing tight Lipschitz bounds for deep neural networks is challenging and computationally expensive.
method Derived new closed-form Lipschitz bounds using more general feasible points of LipSDP, avoiding SDP solvers.
result Improved scalability and precision of Lipschitz estimation for large neural networks.

The paper studies Lipschitz bounds for integral kernels under differentiability assumptions.

problem Understanding the Lipschitz continuity of feature maps associated with integral kernels.
method Analyzes differentiability assumptions to derive explicit formulas for Lipschitz constants and conditions for non-Lipschitz continuity.
result Explicit formulas and conditions for Lipschitz continuity of feature maps associated with various kernels.

We characterize locally Lipschitz mappings and existence of Lipschitz extensions through a first order nonlinear system of PDEs. We extend this study to graded group-valued Lipschitz mappings defined on compact Riemannian manifolds. Through a simple application, we emphasize the connection between these PDEs and the Ru…

2007-11-30abs ↗pdf ↗

Geodesically complete spaces with curvature bounded above have maps with finite energy that are Lipschitz.

problem Analyzing the properties of geodesically complete spaces with curvature constraints.
method Geometric perturbations of geodesics to curves with zero length on singular sets.
result Every Sobolev map in W1,W^{1,\infty} space has a Lipschitz representative with the same Lipschitz constant as its infinity energy.

We construct a smooth compact n-dimensional manifold Y with one point singularity such that all its Lipschitz homotopy groups are trivial, but Lipschitz mappings Lip(S^n,Y) are not dense in the Sobolev space W^{1,n}(S^n,Y). On the other hand we show that if a metric space Y is Lipschitz (n-1)-connected, then Lipschitz …

2013-06-27abs ↗pdf ↗

Proves rigidity for maps between manifolds using degree theory and current developments.

problem Lipschitz-volume rigidity for maps between metric manifolds and Riemannian manifolds.
method Degree theory and recent developments of Lipschitz-volume rigidity for integral currents.
result Proves a Lipschitz-volume rigidity result for 1-Lipschitz maps.

Paper investigates Lipschitz constants of self-attention modules in neural networks.

problem Lipschitz constants of self-attention modules in neural networks.
method Proved standard dot-product self-attention is not Lipschitz for unbounded input domain. Proposed L2 self-attention that is Lipschitz. Derived upper bound on L2 self-attention's Lipschitz constant.
result Proved standard self-attention is not Lipschitz for unbounded input domain and proposed an alternative L2 self-attention that is Lipschitz.